In a large bowl, dissolve yeast in lukewarm water. Add warm milk, sugar, salt, egg, vegetable oil, 1 cup all-purpose flour and ½ cup whole-wheat flour. Stir with a wooden spoon until well combined.
Transfer half of the batter to another bowl. Place cocoa powder in one bowl and peanut butter in the other. Stir until well combined. Add ½ cup all-purpose flour and ¼ cup whole-wheat flour to each bowl and stir vigorously. Add shaved chocolate to the chocolate dough.
On a lightly floured work surface, knead each portion of dough until smooth and elastic, about 5-8 minutes. Place each dough portion in a bowl lightly coated with cooking spray, turning to grease all sides. Cover with plastic wrap and let rise in a warm place until doubled in size, 1-2 hours.
Spray the bottoms and sides of a 9"x5" or 8.5"x4.5" loaf pan. Gently deflate dough and pat each portion into a 9"x7" rectangle. Place the peanut butter dough on top of the chocolate dough. Roll it up lengthwise into a long log and pinch seam to seal. Transfer to the greased loaf pan, cover with plastic wrap and let rise until doubled in size, 1-2 hours.
About 15 minutes before dough has finished rising, preheat oven to 375 degrees.
Bake bread for 30-35 minutes or until the crust is a deep golden brown color and the loaf sounds hollow when tapped. Remove the bread from the loaf pan and transfer to a wire rack to cool completely before slicing.
Recipe by Two of a Kind at http://www.twoofakindcooks.com/chocolate-peanut-butter-bread/